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Thin wall component is utilized to absorb impact energy of a structure. However, the dynamic behavior of such thin-walled structure is highly non-linear with material, geometry and boundary non-linearity. A model updating and validation procedure is proposed to build accurate finite element model of a frame structure with a non-linear thin-walled component for dynamic analysis. Design of experiments (DOE) and principal component decomposition (PCD) approach are applied to extract dynamic feature from nonlinear impact response for correlation of impact test result and FE model of the non-linear structure. A strain-rate-dependent non-linear model updating method is then developed to build accurate FE model of the structure. Computer simulation and a real frame structure with a highly non-linear thin-walled component are employed to demonstrate the feasibility and effectiveness of the proposed approach.